## Electronic Communications in Probability

### A connection of the Brascamp-Lieb inequality with Skorokhod embedding

Yuu Hariya

#### Abstract

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

#### Article information

Source
Electron. Commun. Probab., Volume 19 (2014), paper no. 61, 12 pp.

Dates
Accepted: 29 August 2014
First available in Project Euclid: 7 June 2016

https://projecteuclid.org/euclid.ecp/1465316763

Digital Object Identifier
doi:10.1214/ECP.v19-3025

Mathematical Reviews number (MathSciNet)
MR3254740

Zentralblatt MATH identifier
1298.82027

Rights

#### Citation

Hariya, Yuu. A connection of the Brascamp-Lieb inequality with Skorokhod embedding. Electron. Commun. Probab. 19 (2014), paper no. 61, 12 pp. doi:10.1214/ECP.v19-3025. https://projecteuclid.org/euclid.ecp/1465316763

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